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Various frameworks have been proposed to predict mechanical system responses by combining data from different fidelities for design optimization and uncertainty quantification as reviewed by Fern\'andez-Godino et al. and Peherstorfer et…

Data Analysis, Statistics and Probability · Physics 2017-05-09 Yiming Zhang , Nam-Ho Kim , Chanyoung Park , Raphael T. Haftka

In Bayesian inverse problems, surrogate models are often constructed to speed up the computational procedure, as the parameter-to-data map can be very expensive to evaluate. However, due to the curse of dimensionality and the nonlinear…

Numerical Analysis · Mathematics 2020-03-03 Liang Yan , Tao Zhou

A body of work has been done to automate machine learning algorithm to highlight the importance of model choice. Automating the process of choosing the best forecasting model and its corresponding parameters can result to improve a wide…

Machine Learning · Computer Science 2021-09-02 Nadhir Hassen , Irina Rish

A phylogenetic tree shows the evolutionary relationships among species. Internal nodes of the tree represent speciation events and leaf nodes correspond to species. A goal of phylogenetics is to combine such trees into larger trees, called…

Artificial Intelligence · Computer Science 2014-01-16 Neil C. A. Moore , Patrick Prosser

One method to solve expensive black-box optimization problems is to use a surrogate model that approximates the objective based on previous observed evaluations. The surrogate, which is cheaper to evaluate, is optimized instead to find an…

Optimization and Control · Mathematics 2021-05-28 Rickard Karlsson , Laurens Bliek , Sicco Verwer , Mathijs de Weerdt

Natural gradient methods have been used to optimise the parameters of probability distributions in a variety of settings, often resulting in fast-converging procedures. Unfortunately, for many distributions of interest, computing the…

Machine Learning · Statistics 2024-05-28 Jonathan So , Richard E. Turner

Measurement-constrained datasets, often encountered in semi-supervised learning, arise when data labeling is costly, time-intensive, or hindered by confidentiality or ethical concerns, resulting in a scarcity of labeled data. In certain…

Methodology · Statistics 2025-01-15 Yixin Shen , Yang Ning

Traditionally, the field of computational Bayesian statistics has been divided into two main subfields: variational methods and Markov chain Monte Carlo (MCMC). In recent years, however, several methods have been proposed based on combining…

Computation · Statistics 2017-04-19 Cheng Zhang , Babak Shahbaba , Hongkai Zhao

Approximate Bayesian inference on the basis of summary statistics is well-suited to complex problems for which the likelihood is either mathematically or computationally intractable. However the methods that use rejection suffer from the…

Computation · Statistics 2010-05-04 M. G. B. Blum , O. Francois

We propose a novel method for the inference of phylogenetic trees that utilises point configurations on hyperbolic space as its optimisation landscape. Each taxon corresponds to a point of the point configuration, while the evolutionary…

Machine Learning · Computer Science 2021-06-07 Benjamin Wilson

Phylogenetics uses alignments of molecular sequence data to learn about evolutionary trees. Substitutions in sequences are modelled through a continuous-time Markov process, characterised by an instantaneous rate matrix, which standard…

Populations and Evolution · Quantitative Biology 2020-07-20 Naomi E. Hannaford , Sarah E. Heaps , Tom M. W. Nye , Tom A. Williams , T. Martin Embley

Bayesian posterior distributions arising in modern applications, including inverse problems in partial differential equation models in tomography and subsurface flow, are often computationally intractable due to the large computational cost…

Machine Learning · Statistics 2023-02-10 Tapio Helin , Andrew Stuart , Aretha Teckentrup , Konstantinos Zygalakis

Phylogenetics is a branch of computational biology that studies the evolutionary relationships among biological entities. Its long history and numerous applications notwithstanding, inference of phylogenetic trees from sequence data remains…

Populations and Evolution · Quantitative Biology 2024-03-26 Mingyang Zhou , Zichao Yan , Elliot Layne , Nikolay Malkin , Dinghuai Zhang , Moksh Jain , Mathieu Blanchette , Yoshua Bengio

Surrogates, models that mimic the behavior of programs, form the basis of a variety of development workflows. We study three surrogate-based design patterns, evaluating each in case studies on a large-scale CPU simulator. With surrogate…

Programming Languages · Computer Science 2021-12-14 Alex Renda , Yi Ding , Michael Carbin

Exponential random graph models are an important tool in the statistical analysis of data. However, Bayesian parameter estimation for these models is extremely challenging, since evaluation of the posterior distribution typically involves…

Computation · Statistics 2017-05-05 Lampros Bouranis , Nial Friel , Florian Maire

Preferential Bayesian Optimization (PBO) aims to find a decision-maker's most preferred solution in as few pairwise comparisons as possible. Existing approaches rely on Gaussian Process (GP) surrogates, which provide strong performance but…

Machine Learning · Computer Science 2026-05-11 Nick Leenders , Thomas Quadt , Boris Cule , Roy Lindelauf , Herman Monsuur , Joost van Oijen , Mark Voskuijl

The long runtime associated with simulating multidisciplinary systems challenges the use of Bayesian optimization for multidisciplinary design optimization (MDO). This is particularly the case if the coupled system is modeled in a…

Computational Engineering, Finance, and Science · Computer Science 2024-08-19 Susanna Baars , Jigar Parekh , Ihar Antonau , Philipp Bekemeyer , Ulrich Römer

A recurring theme in the least squares approach to phylogenetics has been the discovery of elegant combinatorial formulas for the least squares estimates of edge lengths. These formulas have proved useful for the development of efficient…

Combinatorics · Mathematics 2009-11-13 Radu Mihaescu , Lior Pachter

Many cosmological models have only a finite number of parameters of interest, but a very expensive data-generating process and an intractable likelihood function. We address the problem of performing likelihood-free Bayesian inference from…

Cosmology and Nongalactic Astrophysics · Physics 2018-09-14 Florent Leclercq

Synthetic likelihood is an attractive approach to likelihood-free inference when an approximately Gaussian summary statistic for the data, informative for inference about the parameters, is available. The synthetic likelihood method derives…

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